SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	188.44	186.32	-2.12	-1.1%	184.69
High	188.71	187.35	-1.36	-0.7%	188.96
Low	186.80	185.90	-0.90	-0.5%	183.75
Close	187.23	187.28	0.05	0.0%	188.26
Range	1.91	1.45	-0.46	-24.1%	5.21
ATR	1.71	1.69	-0.02	-1.1%	0.00
Volume	99,009,000	104,824,297	5,815,297	5.9%	623,100,804

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.19	190.69	188.08
R3	189.74	189.24	187.68
R2	188.29	188.29	187.55
R1	187.79	187.79	187.41	188.04
PP	186.84	186.84	186.84	186.97
S1	186.34	186.34	187.15	186.59
S2	185.39	185.39	187.01
S3	183.94	184.89	186.88
S4	182.49	183.44	186.48

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.62	200.65	191.13
R3	197.41	195.44	189.69
R2	192.20	192.20	189.22
R1	190.23	190.23	188.74	191.22
PP	186.99	186.99	186.99	187.48
S1	185.02	185.02	187.78	186.01
S2	181.78	181.78	187.30
S3	176.57	179.81	186.83
S4	171.36	174.60	185.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	188.96	185.90	3.06	1.6%	1.37	0.7%	45%	False	True	95,160,439
10	188.96	183.75	5.21	2.8%	1.40	0.7%	68%	False	False	114,659,591
20	188.96	180.83	8.13	4.3%	1.49	0.8%	79%	False	False	109,913,950
40	188.96	173.71	15.25	8.1%	1.66	0.9%	89%	False	False	124,808,038
60	188.96	173.71	15.25	8.1%	1.51	0.8%	89%	False	False	118,135,327
80	188.96	173.71	15.25	8.1%	1.42	0.8%	89%	False	False	113,056,181
100	188.96	171.34	17.62	9.4%	1.40	0.7%	90%	False	False	112,044,040
120	188.96	164.53	24.43	13.0%	1.42	0.8%	93%	False	False	115,166,674

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	193.51
2.618	191.15
1.618	189.70
1.000	188.80
0.618	188.25
HIGH	187.35
0.618	186.80
0.500	186.63
0.382	186.45
LOW	185.90
0.618	185.00
1.000	184.45
1.618	183.55
2.618	182.10
4.250	179.74

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	187.06	187.31
PP	186.84	187.30
S1	186.63	187.29

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These figures are updated between 7pm and 10pm EST after a trading day.

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